Why do so many illegal immigrants refuse to legalize themselves?

I understand it takes effort, but the rest of us have to file taxes every year; we have to apply for social security cards for our children, and you HAVE to go to the SSA office, which is ALWAYS hell and you better pack a lunch!; we have to pay for insurance (We pay $550/mth for my family) and still have co-pays; we register our children for school; and we work honest jobs (at least, the honest people do) without fraudulent identification.